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--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> There are NO MISTAKES in formulas that I write for S&C.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
Tomasz,
The
// General - purpose Inverse Fisher Transform function
code in TASC May2004 traders tips uses
ICycle=(e^2*Cycle-1)/(e^2*Cycle+1)
This would cause an overflow for Cycle values higher than 44.631 [to
use 3-decimal accuracy]
For many indices the Cycle values are much higher than this level and
this makes the proposed formulas inapplicable.
[^NDX CyberCycle, for example, was in the range [-600,400] the last 4
years and the respective range for Nikkei was [-1200,1073]]
the same is repeated in http://www.amibroker.com/members/traders/05-
2004.html
Dimitris
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